| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
2,910.0 |
2,909.0 |
-1.0 |
0.0% |
2,822.0 |
| High |
2,915.0 |
2,926.0 |
11.0 |
0.4% |
2,893.0 |
| Low |
2,893.0 |
2,895.0 |
2.0 |
0.1% |
2,803.0 |
| Close |
2,898.0 |
2,906.0 |
8.0 |
0.3% |
2,875.0 |
| Range |
22.0 |
31.0 |
9.0 |
40.9% |
90.0 |
| ATR |
55.1 |
53.3 |
-1.7 |
-3.1% |
0.0 |
| Volume |
338 |
485 |
147 |
43.5% |
15,171 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,002.0 |
2,985.0 |
2,923.1 |
|
| R3 |
2,971.0 |
2,954.0 |
2,914.5 |
|
| R2 |
2,940.0 |
2,940.0 |
2,911.7 |
|
| R1 |
2,923.0 |
2,923.0 |
2,908.8 |
2,916.0 |
| PP |
2,909.0 |
2,909.0 |
2,909.0 |
2,905.5 |
| S1 |
2,892.0 |
2,892.0 |
2,903.2 |
2,885.0 |
| S2 |
2,878.0 |
2,878.0 |
2,900.3 |
|
| S3 |
2,847.0 |
2,861.0 |
2,897.5 |
|
| S4 |
2,816.0 |
2,830.0 |
2,889.0 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.0 |
3,091.0 |
2,924.5 |
|
| R3 |
3,037.0 |
3,001.0 |
2,899.8 |
|
| R2 |
2,947.0 |
2,947.0 |
2,891.5 |
|
| R1 |
2,911.0 |
2,911.0 |
2,883.3 |
2,929.0 |
| PP |
2,857.0 |
2,857.0 |
2,857.0 |
2,866.0 |
| S1 |
2,821.0 |
2,821.0 |
2,866.8 |
2,839.0 |
| S2 |
2,767.0 |
2,767.0 |
2,858.5 |
|
| S3 |
2,677.0 |
2,731.0 |
2,850.3 |
|
| S4 |
2,587.0 |
2,641.0 |
2,825.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,926.0 |
2,845.0 |
81.0 |
2.8% |
32.8 |
1.1% |
75% |
True |
False |
2,855 |
| 10 |
2,926.0 |
2,704.0 |
222.0 |
7.6% |
41.6 |
1.4% |
91% |
True |
False |
2,044 |
| 20 |
2,926.0 |
2,679.0 |
247.0 |
8.5% |
52.6 |
1.8% |
92% |
True |
False |
5,190 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
52.7 |
1.8% |
84% |
False |
False |
2,893 |
| 60 |
2,948.0 |
2,668.0 |
280.0 |
9.6% |
47.3 |
1.6% |
85% |
False |
False |
4,133 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.0% |
45.6 |
1.6% |
89% |
False |
False |
3,165 |
| 100 |
2,948.0 |
2,250.0 |
698.0 |
24.0% |
42.7 |
1.5% |
94% |
False |
False |
2,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,057.8 |
|
2.618 |
3,007.2 |
|
1.618 |
2,976.2 |
|
1.000 |
2,957.0 |
|
0.618 |
2,945.2 |
|
HIGH |
2,926.0 |
|
0.618 |
2,914.2 |
|
0.500 |
2,910.5 |
|
0.382 |
2,906.8 |
|
LOW |
2,895.0 |
|
0.618 |
2,875.8 |
|
1.000 |
2,864.0 |
|
1.618 |
2,844.8 |
|
2.618 |
2,813.8 |
|
4.250 |
2,763.3 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,910.5 |
2,909.5 |
| PP |
2,909.0 |
2,908.3 |
| S1 |
2,907.5 |
2,907.2 |
|